I haven't had much experience with macs either but as I understand it, on a mac, you have one "Application" active at one time. The active application controls the menu bar up the top of the screen. A keyboard shortcut exists which cycles the windows that belong to this application. Another keyboard shortcut exists that cycles the currently active application.
Also if you close all of an application's windows, you haven't actually closed the application. It's still running. The menubar will still show the application's menu and usually allow you to launch new windows.
The end result is that multi-monitor window management becomes a bit tricky because of the menubar thing and workspaces are slightly broken because the idea of grouping your windows by activity is lost as you are forced to group them by application. In Gnome/KDE etc, it doesn't matter what application created the window, you can group it with anything else by putting it on a workspace of it's own. I don't actually recall specifically what goes wrong when you try to work like this on a mac. I only recall that it's problematic.
I don't actually own a mac so I could be wrong about any of the above.
